+114.8%
AMCR vs FIVE
+874.1%
-759.4%
-48.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FIVE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +5.6% | -5.0% | -0.1% |
| 7D | -7.9% | +6.2% | -14.1% | -8.6% |
| 30D | +8.2% | +18.2% | -10.0% | +5.9% |
| 3M | -4.3% | +3.8% | -8.2% | -4.9% |
| 6M | +16.6% | +13.7% | +2.9% | +14.1% |
| YTD | +13.1% | +34.7% | -21.6% | +8.1% |
| 1Y | +14.4% | +66.6% | -52.2% | +6.4% |
| 3Y | +18.4% | +44.3% | -25.9% | +8.2% |
| 5Y | -5.8% | +18.8% | -24.6% | -13.5% |
| 10Y | +22.3% | +569.2% | -546.9% | -0.3% |
| All | +114.8% | +874.1% | -759.4% | +76.1% |
Cumulative growth
Daily Returns
Daily percentage return beside FIVE.
Daily Out/Under-Performance
Portfolio return minus FIVE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FIVE return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over all: compounded portfolio wealth divided by compounded FIVE wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
all analysis · Full analysis span regression · 6 months rolling